Schedule of Investments (unaudited) December 31, 2020 | iShares® Factors US Small Blend Style ETF (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Common Stocks | ||||||||
Aerospace & Defense — 0.3% | ||||||||
Aerojet Rocketdyne Holdings Inc.(a) | 143 | $ | 7,557 | |||||
Aerovironment Inc.(a) | 52 | 4,519 | ||||||
Ducommun Inc.(a) | 102 | 5,477 | ||||||
Park Aerospace Corp. | 87 | 1,167 | ||||||
|
| |||||||
18,720 | ||||||||
Air Freight & Logistics — 0.4% | ||||||||
Air Transport Services Group Inc.(a) | 232 | 7,271 | ||||||
Atlas Air Worldwide Holdings Inc.(a) | 127 | 6,927 | ||||||
Forward Air Corp. | 41 | 3,150 | ||||||
Hub Group Inc., Class A(a) | 105 | 5,985 | ||||||
|
| |||||||
23,333 | ||||||||
Airlines — 0.2% | ||||||||
SkyWest Inc. | 245 | 9,876 | ||||||
|
| |||||||
Auto Components — 0.2% | ||||||||
Adient PLC(a) | 12 | 417 | ||||||
Dana Inc. | 55 | 1,074 | ||||||
Visteon Corp.(a) | 20 | 2,510 | ||||||
Workhorse Group Inc.(a)(b) | 178 | 3,521 | ||||||
XPEL Inc.(a) | 113 | 5,826 | ||||||
|
| |||||||
13,348 | ||||||||
Banks — 3.9% | ||||||||
1st Source Corp. | 179 | 7,214 | ||||||
Atlantic Capital Bancshares Inc.(a) | 234 | 3,725 | ||||||
BancFirst Corp. | 244 | 14,323 | ||||||
Bank of NT Butterfield & Son Ltd. (The) | 103 | 3,209 | ||||||
BankUnited Inc. | 182 | 6,330 | ||||||
Brookline Bancorp. Inc. | 187 | 2,251 | ||||||
Camden National Corp. | 63 | 2,254 | ||||||
Cathay General Bancorp. | 472 | 15,194 | ||||||
Central Pacific Financial Corp. | 602 | 11,444 | ||||||
CIT Group Inc. | 349 | 12,529 | ||||||
City Holding Co. | 134 | 9,320 | ||||||
Community Trust Bancorp. Inc. | 137 | 5,076 | ||||||
Dime Community Bancshares Inc. | 375 | 5,914 | ||||||
Enterprise Financial Services Corp. | 9 | 314 | ||||||
First BanCorp./Puerto Rico | 1,059 | 9,764 | ||||||
First Commonwealth Financial Corp. | 517 | 5,656 | ||||||
First Financial Bankshares Inc. | 369 | 13,348 | ||||||
First Financial Corp./IN | 101 | 3,924 | ||||||
Flushing Financial Corp. | 306 | 5,092 | ||||||
Fulton Financial Corp. | 46 | 585 | ||||||
Great Southern Bancorp. Inc. | 240 | 11,736 | ||||||
Independent Bank Corp./MI | 181 | 3,343 | ||||||
International Bancshares Corp. | 35 | 1,310 | ||||||
Investors Bancorp. Inc. | 690 | 7,286 | ||||||
Lakeland Financial Corp. | 101 | 5,411 | ||||||
National Bank Holdings Corp., Class A | 313 | 10,254 | ||||||
NBT Bancorp. Inc. | 416 | 13,354 | ||||||
OFG Bancorp. | 953 | 17,669 | ||||||
Park National Corp. | 60 | 6,301 | ||||||
Peapack Gladstone Financial Corp. | 16 | 364 | ||||||
Preferred Bank/Los Angeles CA | 74 | 3,735 | ||||||
ServisFirst Bancshares Inc. | 9 | 363 | ||||||
Stock Yards Bancorp. Inc. | 192 | 7,772 | ||||||
Tompkins Financial Corp. | 6 | 424 | ||||||
Trustmark Corp. | 124 | 3,386 | ||||||
Washington Trust Bancorp. Inc. | 67 | 3,002 |
Security | Shares | Value | ||||||
Banks (continued) | ||||||||
Westamerica Bancorp. | 109 | $ | 6,027 | |||||
|
| |||||||
239,203 | ||||||||
Beverages — 0.2% | ||||||||
Celsius Holdings Inc.(a) | 116 | 5,836 | ||||||
Coca-Cola Consolidated Inc. | 16 | 4,260 | ||||||
National Beverage Corp. | 32 | 2,717 | ||||||
Primo Water Corp. | 60 | 941 | ||||||
|
| |||||||
13,754 | ||||||||
Biotechnology — 9.1% | ||||||||
Affimed NV(a) | 428 | 2,491 | ||||||
Agenus Inc.(a) | 1,755 | 5,581 | ||||||
Akebia Therapeutics Inc.(a) | 144 | 403 | ||||||
Amicus Therapeutics Inc.(a) | 336 | 7,758 | ||||||
AnaptysBio Inc.(a) | 149 | 3,204 | ||||||
Anavex Life Sciences Corp.(a) | 643 | 3,472 | ||||||
Anika Therapeutics Inc.(a) | 34 | 1,539 | ||||||
Annexon Inc.(a) | 25 | 626 | ||||||
Apellis Pharmaceuticals Inc.(a) | 102 | 5,834 | ||||||
Arcturus Therapeutics Holdings Inc.(a) | 103 | 4,468 | ||||||
Arcus Biosciences Inc.(a) | 88 | 2,284 | ||||||
Arena Pharmaceuticals Inc.(a) | 20 | 1,537 | ||||||
Arrowhead Pharmaceuticals Inc.(a) | 281 | 21,561 | ||||||
Athersys Inc.(a) | 2,865 | 5,014 | ||||||
BioCryst Pharmaceuticals Inc.(a)(b) | 671 | 4,999 | ||||||
Biohaven Pharmaceutical Holding Co. Ltd.(a) | 74 | 6,343 | ||||||
Bioxcel Therapeutics Inc.(a) | 184 | 8,501 | ||||||
Black Diamond Therapeutics Inc.(a) | 235 | 7,532 | ||||||
Blueprint Medicines Corp.(a) | 137 | 15,365 | ||||||
BrainStorm Cell Therapeutics Inc.(a) | 509 | 2,303 | ||||||
CareDx Inc.(a) | 49 | 3,550 | ||||||
Catalyst Pharmaceuticals Inc.(a) | 1,195 | 3,991 | ||||||
CEL-SCI Corp.(a)(b) | 70 | 816 | ||||||
ChemoCentryx Inc.(a) | 257 | 15,913 | ||||||
Chimerix Inc.(a) | 538 | 2,599 | ||||||
Coherus Biosciences Inc.(a) | 416 | 7,230 | ||||||
Corbus Pharmaceuticals Holdings Inc.(a) | 2,265 | 2,831 | ||||||
Cue Biopharma Inc.(a) | 410 | 5,129 | ||||||
Cytokinetics Inc.(a) | 481 | 9,995 | ||||||
CytomX Therapeutics Inc.(a) | 481 | 3,151 | ||||||
Deciphera Pharmaceuticals Inc.(a) | 45 | 2,568 | ||||||
Denali Therapeutics Inc.(a) | 240 | 20,102 | ||||||
Dermtech Inc.(a) | 530 | 17,193 | ||||||
Dicerna Pharmaceuticals Inc.(a) | 466 | 10,266 | ||||||
Eagle Pharmaceuticals Inc./DE(a) | 93 | 4,331 | ||||||
Editas Medicine Inc.(a)(b) | 266 | 18,649 | ||||||
Emergent BioSolutions Inc.(a)(b) | 126 | 11,290 | ||||||
Enanta Pharmaceuticals Inc.(a) | 82 | 3,452 | ||||||
Esperion Therapeutics Inc.(a)(b) | 257 | 6,682 | ||||||
Fate Therapeutics Inc.(a) | 137 | 12,457 | ||||||
FibroGen Inc.(a) | 210 | 7,789 | ||||||
Frequency Therapeutics Inc.(a) | 69 | 2,433 | ||||||
G1 Therapeutics Inc.(a) | 34 | 612 | ||||||
Geron Corp.(a) | 819 | 1,302 | ||||||
Halozyme Therapeutics Inc.(a) | 568 | 24,259 | ||||||
Harpoon Therapeutics Inc.(a) | 83 | 1,379 | ||||||
iBio Inc.(a)(b) | 2,447 | 2,569 | ||||||
ImmunoGen Inc.(a) | 217 | 1,400 | ||||||
Inovio Pharmaceuticals Inc.(a)(b) | 407 | 3,602 | ||||||
Insmed Inc.(a) | 74 | 2,463 |
1 |
Schedule of Investments (unaudited) (continued) December 31, 2020 | iShares® Factors US Small Blend Style ETF (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Biotechnology (continued) | ||||||||
Intercept Pharmaceuticals Inc.(a) | 116 | $ | 2,865 | |||||
Invitae Corp.(a) | 64 | 2,676 | ||||||
Ironwood Pharmaceuticals Inc.(a) | 762 | 8,679 | ||||||
IVERIC bio Inc.(a) | 303 | 2,094 | ||||||
Karuna Therapeutics Inc.(a) | 28 | 2,845 | ||||||
Karyopharm Therapeutics Inc.(a)(b) | 205 | 3,173 | ||||||
Kodiak Sciences Inc.(a) | 44 | 6,464 | ||||||
Kura Oncology Inc.(a) | 32 | 1,045 | ||||||
Ligand Pharmaceuticals Inc.(a) | 40 | 3,978 | ||||||
Mersana Therapeutics Inc.(a) | 49 | 1,304 | ||||||
Minerva Neurosciences Inc.(a) | 235 | 550 | ||||||
Mirati Therapeutics Inc.(a) | 84 | 18,450 | ||||||
NantKwest Inc.(a) | 36 | 480 | ||||||
Natera Inc.(a) | 207 | 20,601 | ||||||
Neoleukin Therapeutics Inc.(a)(b) | 213 | 3,003 | ||||||
NeuBase Therapeutics Inc.(a) | 948 | 6,627 | ||||||
Nkarta Inc.(a) | 15 | 922 | ||||||
Novavax Inc.(a) | 125 | 13,939 | ||||||
Organogenesis Holdings Inc.(a) | 1,622 | 12,214 | ||||||
Passage Bio Inc.(a)(b) | 115 | 2,941 | ||||||
PDL BioPharma Inc.(a) | 479 | 1,183 | ||||||
Pfenex Inc. | 108 | 81 | ||||||
Prothena Corp. PLC(a) | 49 | 588 | ||||||
PTC Therapeutics Inc.(a) | 49 | 2,990 | ||||||
Puma Biotechnology Inc.(a)(b) | 344 | 3,529 | ||||||
Radius Health Inc.(a) | 349 | 6,233 | ||||||
REGENXBIO Inc.(a) | 219 | 9,934 | ||||||
Rigel Pharmaceuticals Inc.(a) | 1,462 | 5,117 | ||||||
Sangamo Therapeutics Inc.(a) | 231 | 3,605 | ||||||
Seres Therapeutics Inc.(a) | 255 | 6,248 | ||||||
Spectrum Pharmaceuticals Inc.(a) | 167 | 569 | ||||||
Syndax Pharmaceuticals Inc.(a) | 69 | 1,535 | ||||||
Syros Pharmaceuticals Inc.(a) | 176 | 1,910 | ||||||
TG Therapeutics Inc.(a)(b) | 301 | 15,658 | ||||||
Travere Therapeutics, Inc.(a) | 327 | 8,912 | ||||||
Twist Bioscience Corp.(a) | 27 | 3,815 | ||||||
Ultragenyx Pharmaceutical Inc.(a) | 102 | 14,120 | ||||||
Vanda Pharmaceuticals Inc.(a) | 494 | 6,491 | ||||||
Vaxcyte Inc.(a) | 96 | 2,551 | ||||||
Veracyte Inc.(a) | 66 | 3,230 | ||||||
Vericel Corp.(a) | 223 | 6,886 | ||||||
Xencor Inc.(a) | 283 | 12,347 | ||||||
|
| |||||||
553,200 | ||||||||
Building Products — 2.0% | ||||||||
Advanced Drainage Systems Inc. | 25 | 2,089 | ||||||
Alpha Pro Tech Ltd.(a) | 646 | 7,203 | ||||||
Builders FirstSource Inc.(a)(b) | 604 | 24,649 | ||||||
CSW Industrials Inc. | 124 | 13,877 | ||||||
Gibraltar Industries Inc.(a) | 182 | 13,093 | ||||||
Griffon Corp. | 315 | 6,420 | ||||||
Masonite International Corp.(a) | 40 | 3,934 | ||||||
Quanex Building Products Corp. | 619 | 13,723 | ||||||
Resideo Technologies Inc.(a) | 69 | 1,467 | ||||||
Simpson Manufacturing Co. Inc. | 167 | 15,606 | ||||||
UFP Industries Inc. | 323 | 17,943 | ||||||
|
| |||||||
120,004 | ||||||||
Capital Markets — 4.2% | ||||||||
Artisan Partners Asset Management Inc., Class A | 369 | 18,575 | ||||||
Assetmark Financial Holdings Inc.(a) | 384 | 9,293 |
Security | Shares | Value | ||||||
Capital Markets (continued) | ||||||||
B. Riley Financial Inc. | 239 | $ | 10,569 | |||||
BrightSphere Investment Group Inc. | 836 | 16,118 | ||||||
Cohen & Steers Inc. | 223 | 16,569 | ||||||
Cowen Inc., Class A | 114 | 2,963 | ||||||
Diamond Hill Investment Group Inc. | 56 | 8,359 | ||||||
Donnelley Financial Solutions Inc.(a) | 20 | 339 | ||||||
Federated Hermes Inc. | 625 | 18,056 | ||||||
Greenhill & Co. Inc. | 727 | 8,826 | ||||||
Houlihan Lokey Inc. | 320 | 21,514 | ||||||
Moelis & Co., Class A | 375 | 17,535 | ||||||
Oppenheimer Holdings Inc., Class A, NVS | 385 | 12,100 | ||||||
Piper Sandler Cos. | 335 | 33,801 | ||||||
PJT Partners Inc., Class A | 247 | 18,587 | ||||||
Stifel Financial Corp. | 361 | 18,216 | ||||||
StoneX Group Inc.(a) | 13 | 753 | ||||||
Virtus Investment Partners Inc. | 4 | 868 | ||||||
Waddell & Reed Financial Inc., Class A | 940 | 23,942 | ||||||
|
| |||||||
256,983 | ||||||||
Chemicals — 0.7% | ||||||||
Advanced Emissions Solutions Inc. | 588 | 3,234 | ||||||
Avient Corp. | 69 | 2,779 | ||||||
FutureFuel Corp. | 34 | 432 | ||||||
Hawkins Inc. | 132 | 6,905 | ||||||
Ingevity Corp.(a) | 81 | 6,134 | ||||||
Innospec Inc. | 69 | 6,261 | ||||||
Koppers Holdings Inc.(a) | 227 | 7,073 | ||||||
Kraton Corp.(a) | 23 | 639 | ||||||
Tredegar Corp. | 233 | 3,891 | ||||||
Tronox Holdings PLC, Class A(a) | 320 | 4,679 | ||||||
|
| |||||||
42,027 | ||||||||
Commercial Services & Supplies — 3.0% | ||||||||
ACCO Brands Corp. | 666 | 5,628 | ||||||
Brady Corp., Class A, NVS | 413 | 21,815 | ||||||
Brink’s Co. (The) | 53 | 3,816 | ||||||
Cimpress PLC(a)(b) | 98 | 8,598 | ||||||
Covanta Holding Corp. | 377 | 4,950 | ||||||
Deluxe Corp. | 484 | 14,133 | ||||||
Ennis Inc. | 828 | 14,780 | ||||||
Harsco Corp.(a) | 259 | 4,657 | ||||||
Herman Miller Inc. | 305 | 10,309 | ||||||
HNI Corp. | 70 | 2,412 | ||||||
Interface Inc. | 287 | 3,013 | ||||||
Kimball International Inc., Class B | 567 | 6,776 | ||||||
Knoll Inc. | 251 | 3,685 | ||||||
McGrath RentCorp | 224 | 15,030 | ||||||
Montrose Environmental Group Inc.(a) | 1,052 | 32,570 | ||||||
Pitney Bowes Inc. | 481 | 2,963 | ||||||
SP Plus Corp.(a) | 85 | 2,450 | ||||||
Steelcase Inc., Class A | 742 | 10,054 | ||||||
Tetra Tech Inc. | 128 | 14,820 | ||||||
|
| |||||||
182,459 | ||||||||
Communications Equipment — 1.0% | ||||||||
Acacia Communications Inc.(a) | 48 | 3,502 | ||||||
ADTRAN Inc. | 166 | 2,452 | ||||||
Calix Inc.(a) | 331 | 9,850 | ||||||
Cambium Networks Corp.(a) | 126 | 3,160 | ||||||
Comtech Telecommunications Corp. | 53 | 1,097 | ||||||
Extreme Networks Inc.(a) | 1,143 | 7,875 | ||||||
Harmonic Inc.(a) | 830 | 6,134 |
2 |
Schedule of Investments (unaudited) (continued) December 31, 2020 | iShares® Factors US Small Blend Style ETF (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Communications Equipment (continued) | ||||||||
NetScout Systems Inc.(a) | 330 | $ | 9,049 | |||||
Viavi Solutions Inc.(a)(b) | 968 | 14,496 | ||||||
|
| |||||||
57,615 | ||||||||
Construction & Engineering — 1.4% | ||||||||
Aegion Corp.(a) | 34 | 646 | ||||||
API Group Corp.(a)(c) | 275 | 4,991 | ||||||
Arcosa Inc. | 205 | 11,261 | ||||||
Comfort Systems USA Inc. | 183 | 9,637 | ||||||
EMCOR Group Inc. | 251 | 22,956 | ||||||
Great Lakes Dredge & Dock Corp.(a) | 831 | 10,944 | ||||||
IES Holdings Inc.(a) | 97 | 4,466 | ||||||
MasTec Inc.(a)(b) | 195 | 13,295 | ||||||
Northwest Pipe Co.(a) | 301 | 8,518 | ||||||
|
| |||||||
86,714 | ||||||||
Construction Materials — 0.1% | ||||||||
Forterra Inc.(a) | 219 | 3,766 | ||||||
|
| |||||||
Consumer Finance — 1.6% | ||||||||
Encore Capital Group Inc.(a) | 190 | 7,400 | ||||||
Enova International Inc.(a) | 572 | 14,168 | ||||||
EZCORP Inc., Class A, NVS(a) | 171 | 819 | ||||||
Green Dot Corp., Class A(a) | 197 | 10,993 | ||||||
Navient Corp. | 4,734 | 46,488 | ||||||
Nelnet Inc., Class A | 114 | 8,121 | ||||||
Prog Holdings Inc. | 165 | 8,889 | ||||||
|
| |||||||
96,878 | ||||||||
Containers & Packaging — 0.4% | ||||||||
Greif Inc., Class A, NVS | 107 | 5,016 | ||||||
Myers Industries Inc. | 1,041 | 21,632 | ||||||
|
| |||||||
26,648 | ||||||||
Distributors — 0.1% | ||||||||
Core-Mark Holding Co. Inc. | 104 | 3,055 | ||||||
|
| |||||||
Diversified Consumer Services — 0.9% | ||||||||
American Public Education Inc.(a) | 128 | 3,902 | ||||||
Collectors Universe Inc. | 205 | 15,457 | ||||||
Houghton Mifflin Harcourt Co.(a) | 346 | 1,152 | ||||||
Perdoceo Education Corp.(a) | 2,054 | 25,942 | ||||||
Strategic Education Inc. | 42 | 4,004 | ||||||
Stride Inc.(a) | 160 | 3,397 | ||||||
WW International Inc.(a)(b) | 111 | 2,708 | ||||||
|
| |||||||
56,562 | ||||||||
Diversified Financial Services — 0.2% | ||||||||
A-Mark Precious Metals Inc. | 173 | 4,437 | ||||||
Banco Latinoamericano de Comercio Exterior SA, Class E | 391 | 6,190 | ||||||
Cannae Holdings Inc.(a) | 77 | 3,409 | ||||||
|
| |||||||
14,036 | ||||||||
Diversified Telecommunication Services — 0.7% | ||||||||
Alaska Communications Systems Group Inc. | 2,771 | 10,225 | ||||||
Cogent Communications Holdings Inc. | 137 | 8,202 | ||||||
Consolidated Communications Holdings Inc.(a) | 841 | 4,112 | ||||||
IDT Corp., Class B(a) | 557 | 6,885 | ||||||
Liberty Latin America Ltd., Class A(a) | 328 | 3,651 | ||||||
Liberty Latin America Ltd., Class C, NVS(a) | 191 | 2,118 | ||||||
Ooma Inc.(a) | 516 | 7,430 | ||||||
Vonage Holdings Corp.(a) | 83 | 1,069 | ||||||
|
| |||||||
43,692 | ||||||||
Electric Utilities — 0.3% | ||||||||
PNM Resources Inc. | 338 | 16,403 |
Security | Shares | Value | ||||||
Electric Utilities (continued) | ||||||||
Portland General Electric Co. | 102 | $ | 4,363 | |||||
|
| |||||||
20,766 | ||||||||
Electrical Equipment — 1.2% | ||||||||
American Superconductor Corp.(a) | 19 | 445 | ||||||
Atkore International Group Inc.(a) | 302 | 12,415 | ||||||
Orion Energy Systems Inc.(a)(b) | 1,269 | 12,525 | ||||||
Plug Power Inc.(a) | 534 | 18,108 | ||||||
Powell Industries Inc. | 284 | 8,375 | ||||||
Sunrun Inc.(a) | 204 | 14,154 | ||||||
Vicor Corp.(a) | 56 | 5,164 | ||||||
|
| |||||||
71,186 | ||||||||
Electronic Equipment, Instruments & Components — 1.5% | ||||||||
ePlus Inc.(a) | 8 | 704 | ||||||
Fabrinet(a) | 4 | 310 | ||||||
Fitbit Inc., Class A(a) | 889 | 6,045 | ||||||
II-VI Inc.(a) | 62 | 4,710 | ||||||
Insight Enterprises Inc.(a) | 156 | 11,870 | ||||||
Intellicheck Inc.(a) | 107 | 1,220 | ||||||
Itron Inc.(a) | 51 | 4,891 | ||||||
Knowles Corp.(a) | 228 | 4,202 | ||||||
Luna Innovations Inc.(a) | 1,090 | 10,769 | ||||||
Napco Security Technologies Inc.(a) | 113 | 2,963 | ||||||
Novanta Inc.(a) | 59 | 6,975 | ||||||
OSI Systems Inc.(a) | 110 | 10,254 | ||||||
Sanmina Corp.(a) | 355 | 11,321 | ||||||
TTM Technologies Inc.(a) | 198 | 2,731 | ||||||
Vishay Intertechnology Inc. | 388 | 8,036 | ||||||
Vishay Precision Group Inc.(a) | 82 | 2,581 | ||||||
|
| |||||||
89,582 | ||||||||
Energy Equipment & Services — 0.5% | ||||||||
Archrock Inc. | 972 | 8,418 | ||||||
Aspen Aerogels Inc.(a) | 379 | 6,325 | ||||||
DMC Global Inc. | 93 | 4,022 | ||||||
Helix Energy Solutions Group Inc.(a) | 280 | 1,176 | ||||||
Patterson-UTI Energy Inc. | 779 | 4,098 | ||||||
Transocean Ltd.(a) | 1,698 | 3,922 | ||||||
|
| |||||||
27,961 | ||||||||
Entertainment — 0.1% | ||||||||
Glu Mobile Inc.(a) | 379 | 3,415 | ||||||
Liberty Media Corp.-Liberty Braves, Class A(a) | 16 | 398 | ||||||
LiveXLive Media Inc.(a) | 1,177 | 3,860 | ||||||
|
| |||||||
7,673 | ||||||||
Equity Real Estate Investment Trusts (REITs) — 4.3% | ||||||||
Alexander’s Inc. | 8 | 2,219 | ||||||
American Assets Trust Inc. | 23 | 664 | ||||||
American Finance Trust Inc. | 832 | 6,182 | ||||||
CatchMark Timber Trust Inc., Class A | 672 | 6,290 | ||||||
Centerspace | 21 | 1,483 | ||||||
Colony Capital Inc. | 2,832 | 13,622 | ||||||
Columbia Property Trust Inc. | 846 | 12,132 | ||||||
CoreCivic Inc. | 1,063 | 6,963 | ||||||
CorEnergy Infrastructure Trust Inc. | 464 | 3,178 | ||||||
CTO Realty Growth Inc. | 241 | 10,161 | ||||||
Diversified Healthcare Trust | 1,062 | 4,375 | ||||||
Franklin Street Properties Corp. | 1,953 | 8,535 | ||||||
Front Yard Residential Corp. | 757 | 12,263 | ||||||
GEO Group Inc. (The) | 133 | 1,178 | ||||||
Global Net Lease Inc. | 264 | 4,525 | ||||||
iStar Inc. | 242 | 3,594 |
3 |
Schedule of Investments (unaudited) (continued) December 31, 2020 | iShares® Factors US Small Blend Style ETF (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Equity Real Estate Investment Trusts (REITs) (continued) | ||||||||
Kite Realty Group Trust | 389 | $ | 5,819 | |||||
Lexington Realty Trust | 2,025 | 21,506 | ||||||
Macerich Co. (The)(b) | 572 | 6,103 | ||||||
New Senior Investment Group Inc. | 1,590 | 8,236 | ||||||
Office Properties Income Trust | 394 | 8,952 | ||||||
One Liberty Properties Inc. | 338 | 6,784 | ||||||
Piedmont Office Realty Trust Inc., Class A | 1,282 | 20,807 | ||||||
PotlatchDeltic Corp. | 16 | 800 | ||||||
PS Business Parks Inc. | 57 | 7,574 | ||||||
Retail Properties of America Inc., Class A | 1,568 | 13,422 | ||||||
RPT Realty | 991 | 8,572 | ||||||
Ryman Hospitality Properties Inc. | 14 | 949 | ||||||
Service Properties Trust | 608 | 6,986 | ||||||
SITE Centers Corp. | 1,839 | 18,611 | ||||||
Tanger Factory Outlet Centers Inc. | 293 | 2,918 | ||||||
Uniti Group Inc. | 748 | 8,774 | ||||||
Universal Health Realty Income Trust | 20 | 1,285 | ||||||
Urstadt Biddle Properties Inc., Class A | 155 | 2,190 | ||||||
Xenia Hotels & Resorts Inc. | 771 | 11,719 | ||||||
|
| |||||||
259,371 | ||||||||
Food & Staples Retailing — 1.0% | ||||||||
Andersons Inc. (The) | 17 | 417 | ||||||
BJ’s Wholesale Club Holdings Inc.(a) | 564 | 21,026 | ||||||
Ingles Markets Inc., Class A | 252 | 10,750 | ||||||
Natural Grocers by Vitamin Cottage Inc. | 266 | 3,655 | ||||||
Performance Food Group Co.(a) | 235 | 11,188 | ||||||
Rite Aid Corp.(a) | 88 | 1,393 | ||||||
SpartanNash Co. | 355 | 6,180 | ||||||
United Natural Foods Inc.(a) | 35 | 559 | ||||||
Weis Markets Inc. | 55 | 2,630 | ||||||
|
| |||||||
57,798 | ||||||||
Food Products — 0.7% | ||||||||
Darling Ingredients Inc.(a) | 173 | 9,978 | ||||||
John B Sanfilippo & Son Inc. | 173 | 13,643 | ||||||
Seneca Foods Corp., Class A(a) | 162 | 6,464 | ||||||
Vital Farms Inc.(a) | 415 | 10,504 | ||||||
|
| |||||||
40,589 | ||||||||
Gas Utilities — 0.7% | ||||||||
Chesapeake Utilities Corp. | 22 | 2,381 | ||||||
New Jersey Resources Corp. | 107 | 3,804 | ||||||
Northwest Natural Holding Co. | 63 | 2,897 | ||||||
ONE Gas Inc. | 270 | 20,728 | ||||||
Southwest Gas Holdings Inc. | 98 | 5,953 | ||||||
Spire Inc. | 104 | 6,660 | ||||||
|
| |||||||
42,423 | ||||||||
Health Care Equipment & Supplies — 2.2% | ||||||||
Accuray Inc.(a) | 667 | 2,781 | ||||||
Antares Pharma Inc.(a) | 990 | 3,950 | ||||||
BioSig Technologies Inc.(a)(b) | 410 | 1,599 | ||||||
Cardiovascular Systems Inc.(a) | 150 | 6,564 | ||||||
CONMED Corp. | 115 | 12,880 | ||||||
Cutera Inc.(a) | 149 | 3,592 | ||||||
CytoSorbents Corp.(a) | 86 | 685 | ||||||
GenMark Diagnostics Inc.(a)(b) | 37 | 540 | ||||||
Inari Medical Inc.(a) | 143 | 12,482 | ||||||
Inogen Inc.(a) | 12 | 536 | ||||||
Integer Holdings Corp.(a) | 121 | 9,824 | ||||||
iRhythm Technologies Inc.(a) | 62 | 14,707 | ||||||
Lantheus Holdings Inc.(a) | 138 | 1,862 |
Security | Shares | Value | ||||||
Health Care Equipment & Supplies (continued) | ||||||||
Meridian Bioscience Inc.(a) | 108 | $ | 2,019 | |||||
Nevro Corp.(a) | 58 | 10,040 | ||||||
NuVasive Inc.(a) | 47 | 2,648 | ||||||
Orthofix Medical Inc.(a) | 75 | 3,224 | ||||||
Retractable Technologies Inc.(a)(b) | 1,240 | 13,318 | ||||||
SeaSpine Holdings Corp.(a) | 105 | 1,832 | ||||||
STAAR Surgical Co.(a) | 124 | 9,823 | ||||||
Surmodics Inc.(a) | 263 | 11,446 | ||||||
Tactile Systems Technology Inc.(a) | 21 | 944 | ||||||
Zynex Inc.(a) | 383 | 5,155 | ||||||
|
| |||||||
132,451 | ||||||||
Health Care Providers & Services — 3.7% | ||||||||
Addus HomeCare Corp.(a) | 60 | 7,025 | ||||||
AMN Healthcare Services Inc.(a) | 72 | 4,914 | ||||||
BioTelemetry Inc.(a) | 132 | 9,515 | ||||||
Brookdale Senior Living Inc.(a) | 1,086 | 4,811 | ||||||
Castle Biosciences Inc.(a) | 242 | 16,250 | ||||||
Community Health Systems Inc.(a) | 583 | 4,332 | ||||||
CorVel Corp.(a) | 45 | 4,770 | ||||||
Covetrus Inc.(a) | 355 | 10,203 | ||||||
Cross Country Healthcare Inc.(a) | 413 | 3,663 | ||||||
Ensign Group Inc. (The) | 61 | 4,448 | ||||||
Fulgent Genetics Inc.(a)(b) | 98 | 5,106 | ||||||
Hanger Inc.(a) | 790 | 17,372 | ||||||
HealthEquity Inc.(a) | 28 | 1,952 | ||||||
InfuSystem Holdings Inc.(a) | 779 | 14,630 | ||||||
Joint Corp. (The)(a) | 710 | 18,645 | ||||||
LHC Group Inc.(a) | 57 | 12,159 | ||||||
MEDNAX Inc.(a) | 73 | 1,791 | ||||||
National HealthCare Corp. | 23 | 1,527 | ||||||
National Research Corp. | 201 | 8,593 | ||||||
Ontrak Inc.(a) | 135 | 8,342 | ||||||
Owens & Minor Inc. | 307 | 8,304 | ||||||
Patterson Companies Inc. | 249 | 7,378 | ||||||
Pennant Group Inc. (The)(a) | 99 | 5,748 | ||||||
Providence Service Corp. (The)(a) | 15 | 2,079 | ||||||
R1 RCM Inc.(a) | 278 | 6,678 | ||||||
Select Medical Holdings Corp.(a) | 375 | 10,372 | ||||||
Tenet Healthcare Corp.(a) | 292 | 11,660 | ||||||
Tivity Health Inc.(a) | 177 | 3,467 | ||||||
Triple-S Management Corp., Class B(a) | 390 | 8,326 | ||||||
Viemed Healthcare Inc.(a) | 397 | 3,081 | ||||||
|
| |||||||
227,141 | ||||||||
Health Care Technology — 1.0% | ||||||||
Allscripts Healthcare Solutions Inc.(a) | 251 | 3,624 | ||||||
Computer Programs & Systems Inc. | 75 | 2,013 | ||||||
Health Catalyst Inc.(a) | 40 | 1,741 | ||||||
HealthStream Inc.(a) | 121 | 2,643 | ||||||
HMS Holdings Corp.(a) | 248 | 9,114 | ||||||
Icad Inc.(a) | 739 | 9,755 | ||||||
Inovalon Holdings Inc., Class A(a) | 147 | 2,671 | ||||||
Inspire Medical Systems Inc.(a) | 73 | 13,731 | ||||||
NextGen Healthcare Inc.(a) | 158 | 2,882 | ||||||
Omnicell Inc.(a) | 70 | 8,401 | ||||||
Phreesia Inc.(a) | 9 | 488 | ||||||
Simulations Plus Inc. | 44 | 3,165 | ||||||
Vocera Communications Inc.(a) | 32 | 1,329 | ||||||
|
| |||||||
61,557 |
4 |
Schedule of Investments (unaudited) (continued) December 31, 2020 | iShares® Factors US Small Blend Style ETF (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Hotels, Restaurants & Leisure — 3.2% | ||||||||
Bally’s Corp. | 27 | $ | 1,356 | |||||
BJ’s Restaurants Inc. | 30 | 1,155 | ||||||
Bloomin’ Brands Inc. | 857 | 16,643 | ||||||
Boyd Gaming Corp. | 13 | 558 | ||||||
Brinker International Inc. | 220 | 12,445 | ||||||
Caesars Entertainment Inc.(a) | 173 | 12,849 | ||||||
Cheesecake Factory Inc. (The)(b) | 163 | 6,041 | ||||||
Churchill Downs Inc. | 27 | 5,259 | ||||||
Chuy’s Holdings Inc.(a) | 47 | 1,245 | ||||||
Cracker Barrel Old Country Store Inc. | 84 | 11,081 | ||||||
Dave & Buster’s Entertainment Inc. | 107 | 3,212 | ||||||
Denny’s Corp.(a) | 539 | 7,913 | ||||||
Dine Brands Global Inc. | 6 | 348 | ||||||
Everi Holdings Inc.(a) | 738 | 10,192 | ||||||
GAN Ltd.(a) | 1,015 | 20,584 | ||||||
International Game Technology PLC | 399 | 6,759 | ||||||
Jack in the Box Inc. | 108 | 10,022 | ||||||
Marriott Vacations Worldwide Corp. | 23 | 3,156 | ||||||
Papa John’s International Inc. | 96 | 8,146 | ||||||
Penn National Gaming Inc.(a) | 261 | 22,543 | ||||||
RCI Hospitality Holdings Inc. | 68 | 2,682 | ||||||
Ruth’s Hospitality Group Inc. | 66 | 1,170 | ||||||
Scientific Games Corp./DE, Class A(a) | 94 | 3,900 | ||||||
SeaWorld Entertainment Inc.(a) | 164 | 5,181 | ||||||
Texas Roadhouse Inc. | 84 | 6,565 | ||||||
Wingstop Inc. | 97 | 12,857 | ||||||
|
| |||||||
193,862 | ||||||||
Household Durables — 2.0% | ||||||||
Casper Sleep Inc.(a) | 63 | 387 | ||||||
Cavco Industries Inc.(a) | 22 | 3,860 | ||||||
Ethan Allen Interiors Inc. | 113 | 2,284 | ||||||
GoPro Inc., Class A(a) | 429 | 3,552 | ||||||
Helen of Troy Ltd.(a) | 94 | 20,886 | ||||||
Installed Building Products Inc.(a) | 64 | 6,524 | ||||||
KB Home | 57 | 1,911 | ||||||
La-Z-Boy Inc. | 195 | 7,769 | ||||||
MDC Holdings Inc. | 50 | 2,430 | ||||||
Meritage Homes Corp.(a) | 25 | 2,070 | ||||||
Purple Innovation Inc.(a) | 202 | 6,654 | ||||||
Skyline Champion Corp.(a) | 242 | 7,487 | ||||||
Sonos Inc.(a) | 552 | 12,911 | ||||||
TopBuild Corp.(a) | 116 | 21,353 | ||||||
Tupperware Brands Corp.(a) | 181 | 5,863 | ||||||
Turtle Beach Corp.(a) | 275 | 5,926 | ||||||
Universal Electronics Inc.(a) | 89 | 4,669 | ||||||
VOXX International Corp.(a) | 150 | 1,914 | ||||||
|
| |||||||
118,450 | ||||||||
Household Products — 0.2% | ||||||||
Central Garden & Pet Co.(a) | 75 | 2,896 | ||||||
Central Garden & Pet Co., Class A, NVS(a) | 54 | 1,962 | ||||||
WD-40 Co. | 34 | 9,033 | ||||||
|
| |||||||
13,891 | ||||||||
Independent Power and Renewable Electricity Producers — 0.0% | ||||||||
Clearway Energy Inc., Class A | 38 | 1,123 | ||||||
|
| |||||||
Insurance — 2.8% | ||||||||
American Equity Investment Life Holding Co. | 791 | 21,879 | ||||||
AMERISAFE Inc. | 246 | 14,128 | ||||||
CNO Financial Group Inc. | 268 | 5,958 |
Security | Shares | Value | ||||||
Insurance (continued) | ||||||||
eHealth Inc.(a) | 133 | $ | 9,391 | |||||
Employers Holdings Inc. | 346 | 11,138 | ||||||
FBL Financial Group Inc., Class A | 34 | 1,785 | ||||||
Genworth Financial Inc., Class A(a) | 2,357 | 8,910 | ||||||
Goosehead Insurance Inc., Class A | 35 | 4,367 | ||||||
Horace Mann Educators Corp. | 19 | 799 | ||||||
James River Group Holdings Ltd. | 158 | 7,766 | ||||||
Kinsale Capital Group Inc. | 25 | 5,003 | ||||||
MBIA Inc.(a) | 1,166 | 7,672 | ||||||
National Western Life Group Inc., Class A | 36 | 7,432 | ||||||
RLI Corp. | 120 | 12,498 | ||||||
Safety Insurance Group Inc. | 47 | 3,661 | ||||||
Selective Insurance Group Inc. | 136 | 9,109 | ||||||
Third Point Reinsurance Ltd.(a) | 475 | 4,522 | ||||||
Trean Insurance Group Inc.(a) | 442 | 5,790 | ||||||
Trupanion Inc.(a) | 85 | 10,175 | ||||||
Watford Holdings Ltd.(a) | 448 | 15,501 | ||||||
|
| |||||||
167,484 | ||||||||
Interactive Media & Services — 0.4% | ||||||||
Cargurus Inc.(a) | 163 | 5,172 | ||||||
EverQuote Inc., Class A(a)(b) | 292 | 10,906 | ||||||
Yelp Inc.(a) | 225 | 7,351 | ||||||
|
| |||||||
23,429 | ||||||||
Internet & Direct Marketing Retail — 1.3% | ||||||||
1-800-Flowers.com Inc., Class A(a) | 301 | 7,826 | ||||||
CarParts.com Inc.(a) | 824 | 10,209 | ||||||
Groupon Inc.(a)(b) | 170 | 6,459 | ||||||
Lands’ End Inc.(a)(b) | 27 | 582 | ||||||
Liquidity Services Inc.(a) | 322 | 5,123 | ||||||
Magnite Inc.(a) | 536 | 16,461 | ||||||
Overstock.com Inc.(a) | 52 | 2,495 | ||||||
PetMed Express Inc. | 241 | 7,727 | ||||||
Shutterstock Inc. | 82 | 5,879 | ||||||
Stamps.com Inc.(a) | 63 | 12,360 | ||||||
Stitch Fix Inc., Class A(a) | 82 | 4,815 | ||||||
|
| |||||||
79,936 | ||||||||
IT Services — 2.5% | ||||||||
Brightcove Inc.(a) | 558 | 10,267 | ||||||
Cardtronics PLC, Class A(a) | 258 | 9,107 | ||||||
CSG Systems International Inc. | 230 | 10,366 | ||||||
Endurance International Group Holdings Inc.(a) | 148 | 1,399 | ||||||
EVERTEC Inc. | 310 | 12,189 | ||||||
Evo Payments Inc., Class A(a) | 191 | 5,159 | ||||||
Hackett Group Inc. (The) | 26 | 374 | ||||||
International Money Express Inc.(a) | 572 | 8,877 | ||||||
KBR Inc. | 281 | 8,691 | ||||||
Limelight Networks Inc.(a) | 395 | 1,576 | ||||||
LiveRamp Holdings Inc.(a) | 79 | 5,782 | ||||||
ManTech International Corp./VA, Class A | 109 | 9,695 | ||||||
MAXIMUS Inc. | 28 | 2,049 | ||||||
NIC Inc. | 470 | 12,140 | ||||||
Paysign Inc.(a) | 1,243 | 5,768 | ||||||
Perficient Inc.(a) | 89 | 4,241 | ||||||
Perspecta Inc. | 702 | 16,904 | ||||||
Rackspace Technology Inc.(a) | 527 | 10,045 | ||||||
TTEC Holdings Inc. | 122 | 8,898 | ||||||
Verra Mobility Corp.(a) | 574 | 7,703 | ||||||
|
| |||||||
151,230 |
5 |
Schedule of Investments (unaudited) (continued) December 31, 2020 | iShares® Factors US Small Blend Style ETF (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Leisure Products — 1.1% | ||||||||
Acushnet Holdings Corp. | 15 | $ | 608 | |||||
American Outdoor Brands Inc.(a) | 265 | 4,513 | ||||||
Callaway Golf Co. | 323 | 7,755 | ||||||
Clarus Corp. | 70 | 1,078 | ||||||
Johnson Outdoors Inc., Class A | 141 | 15,881 | ||||||
Malibu Boats Inc., Class A(a)(b) | 38 | 2,373 | ||||||
Marine Products Corp. | 283 | 4,115 | ||||||
Nautilus Inc.(a) | 81 | 1,469 | ||||||
Sturm Ruger & Co. Inc. | 49 | 3,188 | ||||||
Vista Outdoor Inc.(a)(b) | 441 | 10,478 | ||||||
YETI Holdings Inc.(a) | 259 | 17,734 | ||||||
|
| |||||||
69,192 | ||||||||
Life Sciences Tools & Services — 0.7% | ||||||||
Codexis Inc.(a) | 335 | 7,313 | ||||||
Medpace Holdings Inc.(a) | 103 | 14,338 | ||||||
NanoString Technologies Inc.(a) | 56 | 3,745 | ||||||
NeoGenomics Inc.(a) | 192 | 10,337 | ||||||
Pacific Biosciences of California Inc.(a) | 185 | 4,799 | ||||||
|
| |||||||
40,532 | ||||||||
Machinery — 2.1% | ||||||||
Albany International Corp., Class A | 51 | 3,744 | ||||||
Chart Industries Inc.(a)(b) | 46 | 5,418 | ||||||
Columbus McKinnon Corp./NY | 123 | 4,728 | ||||||
ESCO Technologies Inc. | 12 | 1,238 | ||||||
Evoqua Water Technologies Corp.(a) | 115 | 3,103 | ||||||
Federal Signal Corp. | 457 | 15,159 | ||||||
Gorman-Rupp Co. (The) | 26 | 844 | ||||||
John Bean Technologies Corp. | 19 | 2,163 | ||||||
Kadant Inc. | 8 | 1,128 | ||||||
Manitowoc Co. Inc. (The)(a) | 29 | 386 | ||||||
Meritor Inc.(a) | 213 | 5,945 | ||||||
Miller Industries Inc./TN | 143 | 5,437 | ||||||
Mueller Industries Inc. | 217 | 7,619 | ||||||
Navistar International Corp.(a) | 51 | 2,242 | ||||||
Omega Flex Inc. | 24 | 3,504 | ||||||
Rexnord Corp. | 233 | 9,201 | ||||||
Shyft Group Inc. (The) | 394 | 11,182 | ||||||
SPX Corp.(a) | 285 | 15,544 | ||||||
SPX FLOW Inc.(a) | 27 | 1,565 | ||||||
Tennant Co. | 122 | 8,561 | ||||||
Wabash National Corp. | 362 | 6,237 | ||||||
Watts Water Technologies Inc., Class A | 121 | 14,726 | ||||||
|
| |||||||
129,674 | ||||||||
Marine — 0.1% | ||||||||
Matson Inc. | 53 | 3,019 | ||||||
|
| |||||||
Media — 0.4% | ||||||||
Cardlytics Inc.(a) | 24 | 3,427 | ||||||
Entercom Communications Corp., Class A | 487 | 1,203 | ||||||
Meredith Corp. | 36 | 691 | ||||||
TechTarget Inc.(a) | 204 | 12,058 | ||||||
TEGNA Inc. | 553 | 7,714 | ||||||
|
| |||||||
25,093 | ||||||||
Metals & Mining — 1.7% | ||||||||
Alcoa Corp.(a) | 364 | 8,390 | ||||||
Arconic Corp.(a) | 860 | 25,628 | ||||||
Cleveland-Cliffs Inc. | 507 | 7,382 | ||||||
Commercial Metals Co. | 444 | 9,120 | ||||||
Hecla Mining Co. | 427 | 2,767 |
Security | Shares | Value | ||||||
Metals & Mining (continued) | ||||||||
Kaiser Aluminum Corp. | 83 | $ | 8,209 | |||||
Materion Corp. | 154 | 9,813 | ||||||
NovaGold Resources Inc.(a) | 1,030 | 9,960 | ||||||
Ryerson Holding Corp.(a) | 29 | 396 | ||||||
Schnitzer Steel Industries Inc., Class A | 353 | 11,264 | ||||||
SunCoke Energy Inc. | 861 | 3,745 | ||||||
Warrior Met Coal Inc. | 100 | 2,132 | ||||||
Worthington Industries Inc. | 80 | 4,107 | ||||||
|
| |||||||
102,913 | ||||||||
Mortgage Real Estate Investment — 2.0% | ||||||||
Anworth Mortgage Asset Corp. | 6,676 | 18,092 | ||||||
Arbor Realty Trust Inc. | 292 | 4,141 | ||||||
Ares Commercial Real Estate Corp. | 1,844 | 21,962 | ||||||
ARMOUR Residential REIT Inc. | 730 | 7,877 | ||||||
Capstead Mortgage Corp. | 2,235 | 12,985 | ||||||
Cherry Hill Mortgage Investment Corp. | 516 | 4,716 | ||||||
Colony Credit Real Estate Inc. | 612 | 4,590 | ||||||
Dynex Capital Inc. | 772 | 13,742 | ||||||
Ellington Financial Inc. | 441 | 6,544 | ||||||
Invesco Mortgage Capital Inc. | 2,731 | 9,231 | ||||||
KKR Real Estate Finance Trust Inc. | 66 | 1,183 | ||||||
MFA Financial Inc. | 2,632 | 10,238 | ||||||
PennyMac Mortgage Investment Trust | 75 | 1,319 | ||||||
Two Harbors Investment Corp. | 340 | 2,166 | ||||||
Western Asset Mortgage Capital Corp. | 1,151 | 3,752 | ||||||
|
| |||||||
122,538 | ||||||||
Multi-Utilities — 0.1% | ||||||||
NorthWestern Corp. | 8 | 467 | ||||||
Unitil Corp. | 61 | 2,700 | ||||||
|
| |||||||
3,167 | ||||||||
Multiline Retail — 0.3% | ||||||||
Big Lots Inc. | 313 | 13,437 | ||||||
Dillard’s Inc., Class A(b) | 117 | 7,377 | ||||||
|
| |||||||
20,814 | ||||||||
Oil, Gas & Consumable Fuels — 1.1% | ||||||||
Antero Resources Corp.(a) | 1,045 | 5,695 | ||||||
Arch Resources Inc. | 146 | 6,390 | ||||||
Bonanza Creek Energy Inc.(a) | 33 | 638 | ||||||
CNX Resources Corp.(a)(b) | 925 | 9,990 | ||||||
Diamond S Shipping Inc.(a)(b) | 384 | 2,557 | ||||||
Dorian LPG Ltd.(a) | 222 | 2,706 | ||||||
Frontline Ltd./Bermuda | 182 | 1,132 | ||||||
International Seaways Inc. | 137 | 2,237 | ||||||
Kosmos Energy Ltd. | 742 | 1,744 | ||||||
Ovintiv Inc. | 880 | 12,637 | ||||||
Penn Virginia Corp.(a) | 39 | 396 | ||||||
Range Resources Corp. | 1,004 | 6,727 | ||||||
Renewable Energy Group Inc.(a) | 15 | 1,062 | ||||||
SFL Corp. Ltd. | 904 | 5,677 | ||||||
Southwestern Energy Co.(a) | 1,196 | 3,564 | ||||||
W&T Offshore Inc.(a)(b) | 1,791 | 3,887 | ||||||
World Fuel Services Corp. | 80 | 2,493 | ||||||
|
| |||||||
69,532 | ||||||||
Paper & Forest Products — 0.6% | ||||||||
Clearwater Paper Corp.(a) | 17 | 642 | ||||||
Domtar Corp. | 239 | 7,564 | ||||||
Louisiana-Pacific Corp. | 311 | 11,560 | ||||||
Schweitzer-Mauduit International Inc. | 154 | 6,192 |
6 |
Schedule of Investments (unaudited) (continued) December 31, 2020 | iShares® Factors US Small Blend Style ETF (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Paper & Forest Products (continued) | ||||||||
Verso Corp., Class A | 704 | $ | 8,462 | |||||
|
| |||||||
34,420 | ||||||||
Personal Products — 0.7% | ||||||||
BellRing Brands Inc., Class A(a) | 216 | 5,251 | ||||||
Edgewell Personal Care Co. | 21 | 726 | ||||||
elf Beauty Inc.(a) | 203 | 5,114 | ||||||
Inter Parfums Inc. | 22 | 1,331 | ||||||
Medifast Inc. | 95 | 18,652 | ||||||
USANA Health Sciences Inc.(a) | 164 | 12,644 | ||||||
|
| |||||||
43,718 | ||||||||
Pharmaceuticals — 1.9% | ||||||||
Aquestive Therapeutics Inc.(a) | 103 | 551 | ||||||
Avenue Therapeutics Inc.(a) | 3,709 | 22,069 | ||||||
Axsome Therapeutics Inc.(a) | 119 | 9,695 | ||||||
BioDelivery Sciences International Inc.(a) | 1,110 | 4,662 | ||||||
Cassava Sciences Inc.(a) | 176 | 1,200 | ||||||
Collegium Pharmaceutical Inc.(a) | 393 | 7,872 | ||||||
Corcept Therapeutics Inc.(a)(b) | 452 | 11,824 | ||||||
CorMedix Inc.(a) | 142 | 1,055 | ||||||
Durect Corp.(a) | 2,261 | 4,680 | ||||||
Endo International PLC(a) | 387 | 2,779 | ||||||
Innoviva Inc.(a) | 443 | 5,489 | ||||||
Intra-Cellular Therapies Inc.(a) | 56 | 1,781 | ||||||
Lannett Co. Inc.(a) | 187 | 1,219 | ||||||
NGM Biopharmaceuticals Inc.(a) | 65 | 1,969 | ||||||
Odonate Therapeutics Inc.(a) | 131 | 2,515 | ||||||
Omeros Corp.(a) | 763 | 10,900 | ||||||
Pacira BioSciences Inc.(a) | 43 | 2,573 | ||||||
Prestige Consumer Healthcare Inc.(a)(b) | 189 | 6,590 | ||||||
Relmada Therapeutics Inc.(a) | 109 | 3,496 | ||||||
Revance Therapeutics Inc.(a) | 13 | 368 | ||||||
SIGA Technologies Inc.(a) | 892 | 6,485 | ||||||
Strongbridge Biopharma PLC(a) | 1,248 | 3,033 | ||||||
Theravance Biopharma Inc.(a) | 298 | 5,295 | ||||||
|
| |||||||
118,100 | ||||||||
Professional Services — 2.4% | ||||||||
ASGN Inc.(a)(b) | 82 | 6,849 | ||||||
Barrett Business Services Inc. | 77 | 5,252 | ||||||
Exponent Inc. | 284 | 25,569 | ||||||
Forrester Research Inc.(a) | 14 | 587 | ||||||
Franklin Covey Co.(a) | 294 | 6,547 | ||||||
Heidrick & Struggles International Inc. | 1,038 | 30,496 | ||||||
Insperity Inc. | 156 | 12,702 | ||||||
Kforce Inc. | 479 | 20,161 | ||||||
Korn Ferry | 316 | 13,746 | ||||||
Resources Connection Inc. | 326 | 4,098 | ||||||
TriNet Group Inc.(a) | 194 | 15,636 | ||||||
TrueBlue Inc.(a) | 60 | 1,121 | ||||||
Upwork Inc.(a) | 103 | 3,556 | ||||||
|
| |||||||
146,320 | ||||||||
Real Estate Management & Development — 1.3% | ||||||||
Cushman & Wakefield PLC(a) | 531 | 7,875 | ||||||
eXp World Holdings Inc.(a) | 258 | 16,285 | ||||||
Fathom Holdings Inc.(a) | 972 | 35,031 | ||||||
Newmark Group Inc., Class A | 54 | 394 | ||||||
RE/MAX Holdings Inc., Class A | 81 | 2,943 | ||||||
Realogy Holdings Corp.(a) | 472 | 6,192 | ||||||
RMR Group Inc. (The), Class A | 43 | 1,661 |
Security | Shares | Value | ||||||
Real Estate Management & Development (continued) | ||||||||
St. Joe Co. (The) | 172 | $ | 7,301 | |||||
|
| |||||||
77,682 | ||||||||
Road & Rail — 0.9% | ||||||||
ArcBest Corp. | 115 | 4,907 | ||||||
Avis Budget Group Inc.(a) | 151 | 5,632 | ||||||
Covenant Logistics Group Inc.(a) | 165 | 2,444 | ||||||
Heartland Express Inc. | 343 | 6,208 | ||||||
Marten Transport Ltd. | 118 | 2,033 | ||||||
Saia Inc.(a) | 93 | 16,815 | ||||||
Werner Enterprises Inc. | 421 | 16,512 | ||||||
|
| |||||||
54,551 | ||||||||
Semiconductors & Semiconductor Equipment — 2.1% | ||||||||
Advanced Energy Industries Inc.(a) | 56 | 5,430 | ||||||
Ambarella Inc.(a) | 15 | 1,377 | ||||||
Amkor Technology Inc. | 474 | 7,148 | ||||||
Brooks Automation Inc. | 84 | 5,699 | ||||||
CMC Materials Inc. | 52 | 7,868 | ||||||
CyberOptics Corp.(a) | 171 | 3,880 | ||||||
Diodes Inc.(a) | 67 | 4,724 | ||||||
DSP Group Inc.(a) | 105 | 1,742 | ||||||
FormFactor Inc.(a) | 253 | 10,884 | ||||||
Lattice Semiconductor Corp.(a) | 462 | 21,169 | ||||||
MACOM Technology Solutions Holdings Inc.(a) | 118 | 6,495 | ||||||
NeoPhotonics Corp.(a) | 495 | 4,500 | ||||||
Power Integrations Inc. | 104 | 8,513 | ||||||
Rambus Inc.(a) | 744 | 12,990 | ||||||
Semtech Corp.(a) | 31 | 2,235 | ||||||
Silicon Laboratories Inc.(a) | 70 | 8,914 | ||||||
Synaptics Inc.(a) | 98 | 9,447 | ||||||
Ultra Clean Holdings Inc.(a) | 24 | 748 | ||||||
Veeco Instruments Inc.(a) | 323 | 5,607 | ||||||
|
| |||||||
129,370 | ||||||||
Software — 8.1% | ||||||||
A10 Networks Inc.(a) | 1,426 | 14,060 | ||||||
ACI Worldwide Inc.(a) | 63 | 2,421 | ||||||
Agilysys Inc.(a) | 247 | 9,480 | ||||||
Alarm.com Holdings Inc.(a) | 114 | 11,793 | ||||||
American Software Inc./GA, Class A | 194 | 3,331 | ||||||
Appfolio Inc., Class A(a) | 53 | 9,542 | ||||||
Appian Corp., Class A(a)(b) | 33 | 5,349 | ||||||
Avaya Holdings Corp.(a) | 396 | 7,583 | ||||||
Blackbaud Inc. | 194 | 11,167 | ||||||
Blackline Inc.(a) | 170 | 22,675 | ||||||
Box Inc., Class A(a)(b) | 761 | 13,736 | ||||||
Cerence Inc.(a) | 107 | 10,751 | ||||||
ChannelAdvisor Corp.(a) | 245 | 3,915 | ||||||
CommVault Systems Inc.(a) | 225 | 12,458 | ||||||
Cornerstone OnDemand Inc.(a) | 235 | 10,349 | ||||||
Digital Turbine Inc.(a)(b) | 392 | 22,172 | ||||||
Domo Inc., Class B(a) | 120 | 7,652 | ||||||
eGain Corp.(a)(b) | 715 | 8,444 | ||||||
Envestnet Inc.(a) | 113 | 9,299 | ||||||
Intelligent Systems Corp.(a) | 194 | 7,781 | ||||||
InterDigital Inc. | 19 | 1,153 | ||||||
j2 Global Inc.(a) | 40 | 3,908 | ||||||
LivePerson Inc.(a) | 89 | 5,538 | ||||||
MicroStrategy Inc., Class A(a)(b) | 32 | 12,434 | ||||||
Mimecast Ltd.(a) | 80 | 4,547 | ||||||
Mitek Systems Inc.(a) | 45 | 800 |
7 |
Schedule of Investments (unaudited) (continued) December 31, 2020 | iShares® Factors US Small Blend Style ETF (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Software (continued) | ||||||||
Model N Inc.(a) | 210 | $ | 7,493 | |||||
OneSpan Inc.(a) | 39 | 807 | ||||||
Ping Identity Holding Corp.(a) | 24 | 687 | ||||||
Progress Software Corp. | 361 | 16,314 | ||||||
PROS Holdings Inc.(a) | 115 | 5,839 | ||||||
Q2 Holdings Inc.(a)(b) | 52 | 6,580 | ||||||
QAD Inc., Class A | 44 | 2,780 | ||||||
Qualys Inc.(a) | 121 | 14,746 | ||||||
Rapid7 Inc.(a) | 148 | 13,344 | ||||||
SailPoint Technologies Holdings Inc.(a)(b) | 195 | 10,382 | ||||||
Sapiens International Corp. NV | 206 | 6,306 | ||||||
ShotSpotter Inc.(a) | 39 | 1,470 | ||||||
Smith Micro Software Inc.(a) | 419 | 2,271 | ||||||
Sprout Social Inc., Class A(a)(b) | 355 | 16,121 | ||||||
SPS Commerce Inc.(a) | 137 | 14,877 | ||||||
SVMK Inc.(a) | 28 | 715 | ||||||
Telenav Inc.(a) | 969 | 4,554 | ||||||
Tenable Holdings Inc.(a) | 582 | 30,415 | ||||||
Varonis Systems Inc.(a) | 129 | 21,106 | ||||||
Verint Systems Inc.(a) | 53 | 3,561 | ||||||
VirnetX Holding Corp. | 259 | 1,305 | ||||||
Workiva Inc.(a)(b) | 536 | 49,108 | ||||||
Xperi Holding Corp. | 519 | 10,847 | ||||||
Yext Inc.(a) | 143 | 2,248 | ||||||
Zix Corp.(a) | 1,093 | 9,433 | ||||||
Zuora Inc., Class A(a) | 452 | 6,296 | ||||||
|
| |||||||
491,943 | ||||||||
Specialty Retail — 5.6% | ||||||||
Abercrombie & Fitch Co., Class A | 707 | 14,394 | ||||||
American Eagle Outfitters Inc. | 150 | 3,010 | ||||||
America’s Car-Mart Inc./TX(a) | 93 | 10,215 | ||||||
Asbury Automotive Group Inc.(a) | 127 | 18,509 | ||||||
Bed Bath & Beyond Inc. | 270 | 4,795 | ||||||
Boot Barn Holdings Inc.(a)(b) | 151 | 6,547 | ||||||
Buckle Inc. (The) | 303 | 8,848 | ||||||
Caleres Inc. | 52 | 814 | ||||||
Cato Corp. (The), Class A | 957 | 9,178 | ||||||
Chico’s FAS Inc. | 2,430 | 3,864 | ||||||
Children’s Place Inc. (The) | 68 | 3,407 | ||||||
Citi Trends Inc. | 175 | 8,694 | ||||||
Container Store Group Inc. (The)(a) | 33 | 315 | ||||||
Designer Brands Inc. , Class A | 398 | 3,045 | ||||||
Express Inc.(a) | 419 | 381 | ||||||
GameStop Corp., Class A(a)(b) | 257 | 4,842 | ||||||
Genesco Inc.(a) | 195 | 5,868 | ||||||
Group 1 Automotive Inc. | 142 | 18,622 | ||||||
Guess? Inc. | 576 | 13,029 | ||||||
Haverty Furniture Companies Inc. | 289 | 7,997 | ||||||
Hibbett Sports Inc.(a)(b) | 149 | 6,881 | ||||||
Lithia Motors Inc., Class A | 67 | 19,609 | ||||||
Lumber Liquidators Holdings Inc.(a) | 34 | 1,045 | ||||||
MarineMax Inc.(a) | 86 | 3,013 | ||||||
Murphy USA Inc. | 89 | 11,647 | ||||||
National Vision Holdings Inc.(a)(b) | 52 | 2,355 | ||||||
ODP Corp. (The) | 490 | 14,357 | ||||||
OneWater Marine Inc., Class A(a) | 211 | 6,138 | ||||||
Rent-A-Center Inc./TX | 593 | 22,706 | ||||||
RH(a) | 58 | 25,956 | ||||||
Sally Beauty Holdings Inc.(a)(b) | 394 | 5,138 | ||||||
Shoe Carnival Inc. | 297 | 11,636 |
Security | Shares | Value | ||||||
Specialty Retail (continued) | ||||||||
Signet Jewelers Ltd. | 426 | $ | 11,617 | |||||
Sleep Number Corp.(a) | 304 | 24,885 | ||||||
Sonic Automotive Inc., Class A | 164 | 6,325 | ||||||
Sportsman’s Warehouse Holdings Inc.(a) | 192 | 3,370 | ||||||
Tilly’s Inc., Class A | 483 | 3,941 | ||||||
Winmark Corp. | 6 | 1,115 | ||||||
Zumiez Inc.(a) | 248 | 9,121 | ||||||
|
| |||||||
337,229 | ||||||||
Technology Hardware, Storage & Peripherals — 0.1% | ||||||||
Avid Technology Inc.(a) | 383 | 6,078 | ||||||
Eastman Kodak Co.(a)(b) | 115 | 936 | ||||||
|
| |||||||
7,014 | ||||||||
Textiles, Apparel & Luxury Goods — 1.7% | ||||||||
Crocs Inc.(a) | 349 | 21,868 | ||||||
Deckers Outdoor Corp.(a) | 132 | 37,855 | ||||||
Fossil Group Inc.(a) | 125 | 1,084 | ||||||
Kontoor Brands Inc.(a) | 319 | 12,939 | ||||||
Lakeland Industries Inc.(a) | 485 | 13,216 | ||||||
Movado Group Inc. | 197 | 3,274 | ||||||
Steven Madden Ltd. | 229 | 8,088 | ||||||
Vera Bradley Inc.(a) | 250 | 1,990 | ||||||
|
| |||||||
100,314 | ||||||||
Thrifts & Mortgage Finance — 1.3% | ||||||||
Meridian Bancorp. Inc. | 186 | 2,773 | ||||||
Mr Cooper Group Inc.(a) | 141 | 4,375 | ||||||
Northfield Bancorp. Inc. | 791 | 9,753 | ||||||
Northwest Bancshares Inc. | 990 | 12,613 | ||||||
Premier Financial Corp. | 407 | 9,361 | ||||||
Radian Group Inc. | 131 | 2,653 | ||||||
TrustCo Bank Corp. NY | 156 | 1,041 | ||||||
Walker & Dunlop Inc. | 157 | 14,447 | ||||||
Washington Federal Inc. | 440 | 11,326 | ||||||
Waterstone Financial Inc. | 675 | 12,703 | ||||||
|
| |||||||
81,045 | ||||||||
Tobacco — 0.2% | ||||||||
Turning Point Brands Inc. | 8 | 357 | ||||||
Vector Group Ltd. | 1,156 | 13,467 | ||||||
|
| |||||||
13,824 | ||||||||
Trading Companies & Distributors — 2.1% | ||||||||
Applied Industrial Technologies Inc. | 52 | 4,056 | ||||||
BMC Stock Holdings Inc.(a) | 265 | 14,225 | ||||||
Boise Cascade Co. | 246 | 11,759 | ||||||
DXP Enterprises Inc./TX(a) | 273 | 6,069 | ||||||
Foundation Building Materials Inc.(a) | 91 | 1,748 | ||||||
GATX Corp. | 129 | 10,730 | ||||||
GMS Inc.(a) | 21 | 640 | ||||||
H&E Equipment Services Inc. | 323 | 9,629 | ||||||
Herc Holdings Inc.(a) | 205 | 13,614 | ||||||
MRC Global Inc.(a) | 739 | 4,900 | ||||||
NOW Inc.(a) | 1,308 | 9,391 | ||||||
Rush Enterprises Inc., Class A | 196 | 8,118 | ||||||
SiteOne Landscape Supply Inc.(a) | 15 | 2,379 | ||||||
Systemax Inc. | 255 | 9,152 | ||||||
Titan Machinery Inc.(a) | 291 | 5,689 | ||||||
Triton International Ltd. | 254 | 12,322 | ||||||
Veritiv Corp.(a) | 196 | 4,075 | ||||||
|
| |||||||
128,496 |
8 |
Schedule of Investments (unaudited) (continued) December 31, 2020 | iShares® Factors US Small Blend Style ETF (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Water Utilities — 0.2% | ||||||||
American States Water Co. | 115 | $ | 9,144 | |||||
|
| |||||||
Total Common Stocks — 99.0% | 6,009,420 | |||||||
|
| |||||||
Short-Term Investments | ||||||||
Money Market Funds — 7.5% | ||||||||
BlackRock Cash Funds: Institutional, SL Agency Shares, 0.18%(d)(e)(f) | 403,194 | 403,436 | ||||||
BlackRock Cash Funds: Treasury, SL Agency Shares, 0.00%(d)(e) | 50,000 | 50,000 | ||||||
|
| |||||||
453,436 | ||||||||
|
| |||||||
Total Short-Term Investments — 7.5% | 453,436 | |||||||
|
| |||||||
Total Investments in Securities — 106.5% | 6,462,856 | |||||||
Other Assets, Less Liabilities — (6.5)% | (393,887 | ) | ||||||
|
| |||||||
Net Assets — 100.0% | $ | 6,068,969 | ||||||
|
|
(a) | Non-income producing security. |
(b) | All or a portion of this security is on loan. |
(c) | Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors. |
(d) | Affiliate of the Fund. |
(e) | Annualized 7-day yield as of period-end. |
(f) | All or a portion of this security was purchased with cash collateral received from loaned securities. |
Affiliates
Investments in issuers considered to be affiliate(s) of the Fund during the period ended December 31, 2020 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:
Affiliated Issuer | | Value at 04/14/20 | (a) | | Purchases at Cost | | | Proceeds from Sales | | | Net Realized Gain (Loss) | | | Change in Unrealized Appreciation (Depreciation) | | | Value at 12/31/20 | | | Shares Held at 12/31/20 | | Income | | Capital Gain | | |||||||||||
BlackRock Cash Funds: Institutional, SL Agency Shares | $ | — | $ | 403,662 | (b) | $ | — | $ | (203 | ) | $ | (23 | ) | $ | 403,436 | 403,194 | $ | 4,288 | (c) | $ | — | |||||||||||||||
BlackRock Cash Funds: Treasury, SL Agency Shares | — | 50,000 | (b) | — | — | — | 50,000 | 50,000 | 79 | — | ||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
| |||||||||||||||||||||||||||
$ | (203 | ) | $ | (23 | ) | $ | 453,436 | $ | 4,367 | $ | — | |||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
(a) | The Fund commenced operations on April 14, 2020. |
(b) | Represents net amount purchased (sold). |
(c) | All or a portion represents securities lending income earned from the reinvestment of cash collateral from loaned securities, net of fees and collateral investment expenses, and other payments to and from borrowers of securities. |
9 |
Schedule of Investments (unaudited) (continued) December 31, 2020 | iShares® Factors US Small Blend Style ETF
|
OTC Total Return Swaps
Reference Entity | | Payment Frequency | | Counterparty(a) | | Termination Date | | Net Notional | | Accrued Unrealized Appreciation (Depreciation) | | | Net Value of Reference Entity | | | Gross Notional Amount Net Asset Percentage | | |||||||||
Equity Securities Long | Monthly | Goldman Sachs & Co.(b) | 02/27/23 | $ | 20,784 | $ | (529 | )(c) | $ | 20,248 | 0.3 | % | ||||||||||||||
Monthly | JPMorgan Securities PLC(d) | 02/08/23 | 20,286 | 867 | (e) | 21,161 | 0.3 | |||||||||||||||||||
|
|
|
| |||||||||||||||||||||||
$ | 338 | $ | 41,409 | |||||||||||||||||||||||
|
|
|
|
(a) | The Fund receives the total return on a portfolio of long positions underlying the total return swap. In addition, the Fund pays or receives a variable rate of interest, based on a specified benchmark. The benchmark and spread are determined based upon the country and/or currency of the individual underlying positions. |
(c) | Amount includes $7 of net dividends and financing fees. |
(e) | Amount includes $(8) of net dividends, payable for referenced securities purchased and financing fees. |
The following are the specified benchmarks (plus or minus a range) used in determining the variable rate of interest:
(b) | (d) | ||||||
Range: | 20-65 basis points | 65 basis points | |||||
Benchmarks: | USD - 1D Overnight Fed Funds Effective Rate (FEDL01) | USD - 1D Overnight Bank Funding Rate (OBFR01) |
10
Schedule of Investments (unaudited) (continued) December 31, 2020 | iShares® Factors US Small Blend Style ETF |
The following table represents the individual long and short positions and related values of the equity securities underlying the total return swap with Goldman Sachs & Co. as of December 31, 2020 expiration date 02/27/23.
Shares | Value | % of Basket Value | ||||||||||
Reference Entity — Long | ||||||||||||
Banks | ||||||||||||
Central Pacific Financial Corp. | 165 | $ | 3,137 | 15.5 | % | |||||||
City Holding Co. | 1 | 70 | 0.3 | |||||||||
|
| |||||||||||
3,207 | ||||||||||||
|
| |||||||||||
Biotechnology | ||||||||||||
Agenus Inc.(a) | 2 | 6 | 0.1 | |||||||||
Catalyst Pharmaceuticals Inc.(a) | 1 | 3 | 0.0 | (b) | ||||||||
|
| |||||||||||
9 | ||||||||||||
|
| |||||||||||
Communications Equipment | ||||||||||||
Harmonic Inc.(a) | 1 | 7 | 0.0 | (b) | ||||||||
|
| |||||||||||
Diversified Consumer Services | ||||||||||||
Perdoceo Education Corp.(a) | 2 | 25 | 0.1 | |||||||||
|
| |||||||||||
Diversified Telecommunication Services | ||||||||||||
Cincinnati Bell Inc.(a) | 46 | 703 | 3.5 | |||||||||
|
| |||||||||||
Equity Real Estate Investment Trusts (REITs) | ||||||||||||
GEO Group Inc. (The) | 150 | 1,329 | 6.6 | |||||||||
Service Properties Trust | 750 | 8,618 | 42.5 | |||||||||
|
| |||||||||||
9,947 | ||||||||||||
|
| |||||||||||
Health Care Equipment & Supplies | ||||||||||||
Antares Pharma Inc.(a) | 4 | 16 | 0.1 | |||||||||
|
| |||||||||||
Health Care Providers & Services | ||||||||||||
Brookdale Senior Living Inc.(a) | 1 | 4 | 0.0 | (b) | ||||||||
|
| |||||||||||
Insurance | ||||||||||||
American Equity Investment Life Holding Co. | 27 | 747 | 3.7 | |||||||||
AMERISAFE Inc. | 16 | 919 | 4.5 | |||||||||
Horace Mann Educators Corp. | 22 | 925 | 4.6 | |||||||||
|
| |||||||||||
2,591 | ||||||||||||
|
| |||||||||||
Metals & Mining | ||||||||||||
NovaGold Resources Inc.(a) | 1 | 10 | 0.1 | |||||||||
SunCoke Energy Inc. | 1 | 4 | 0.0 | (b) | ||||||||
|
| |||||||||||
14 | ||||||||||||
|
| |||||||||||
Mortgage Real Estate Investment | ||||||||||||
ARMOUR Residential REIT Inc. | 1 | 11 | 0.1 | |||||||||
Colony Credit Real Estate Inc. | 1 | 8 | 0.0 | (b) | ||||||||
|
| |||||||||||
19 | ||||||||||||
|
| |||||||||||
Oil, Gas & Consumable Fuels | ||||||||||||
Bonanza Creek Energy Inc.(a) | 23 | 445 | 2.2 | |||||||||
Range Resources Corp. | 1 | 7 | 0.0 | (b) | ||||||||
Renewable Energy Group Inc.(a) | 35 | 2,479 | 12.3 | |||||||||
|
| |||||||||||
2,931 | ||||||||||||
|
| |||||||||||
Pharmaceuticals | ||||||||||||
BioDelivery Sciences International Inc.(a) | 6 | 25 | 0.1 | |||||||||
|
| |||||||||||
Professional Services | ||||||||||||
TrueBlue Inc.(a) | 1 | 19 | 0.1 | |||||||||
|
|
Shares | Value | % of Basket Value | ||||||||||
Semiconductors & Semiconductor Equipment | ||||||||||||
NeoPhotonics Corp.(a) | 1 | $ | 9 | 0.0 | (b) | |||||||
|
| |||||||||||
Software | ||||||||||||
Zix Corp.(a) | 1 | 9 | 0.1 | |||||||||
|
| |||||||||||
Thrifts & Mortgage Finance | ||||||||||||
Northwest Bancshares Inc. | 56 | 713 | 3.5 | |||||||||
|
| |||||||||||
Total Reference Entity — Long | 20,248 | |||||||||||
|
| |||||||||||
Net Value of Reference Entity — Goldman Sachs & Co. |
| $ | 20,248 | |||||||||
|
|
The following table represents the individual long and short positions and related values of the equity securities underlying the total return swap with JPMorgan Securities PLC as of December 31, 2020 expiration date 02/08/23.
Shares | Value | % of Basket Value | ||||||||||
Reference Entity — Long | ||||||||||||
Banks | ||||||||||||
BankUnited Inc. | 129 | $ | 4,487 | 21.2 | % | |||||||
Brookline Bancorp. Inc. | 68 | 819 | 3.9 | |||||||||
Central Pacific Financial Corp. | 29 | 551 | 2.6 | |||||||||
First BanCorp./Puerto Rico | 70 | 645 | 3.0 | |||||||||
First Commonwealth Financial Corp. | 475 | 5,197 | 24.6 | |||||||||
OFG Bancorp. | 6 | 111 | 0.5 | |||||||||
Westamerica Bancorp. | 6 | 332 | 1.6 | |||||||||
|
| |||||||||||
12,142 | ||||||||||||
|
| |||||||||||
Capital Markets | ||||||||||||
BrightSphere Investment Group Inc. | 1 | 19 | 0.1 | |||||||||
|
| |||||||||||
Commercial Services & Supplies | ||||||||||||
Deluxe Corp. | 1 | 29 | 0.1 | |||||||||
Ennis Inc. | 1 | 18 | 0.1 | |||||||||
Pitney Bowes Inc. | 176 | 1,084 | 5.1 | |||||||||
|
| |||||||||||
1,131 | ||||||||||||
|
| |||||||||||
Communications Equipment | ||||||||||||
Viavi Solutions Inc.(a) | 1 | 15 | 0.1 | |||||||||
|
| |||||||||||
Construction & Engineering | ||||||||||||
Aegion Corp.(a) | 4 | 76 | 0.4 | |||||||||
|
| |||||||||||
Diversified Telecommunication Services | ||||||||||||
Cincinnati Bell Inc.(a) | 2 | 31 | 0.1 | |||||||||
|
| |||||||||||
Electronic Equipment, Instruments & Components | ||||||||||||
Fitbit Inc., Class A(a) | 1 | 7 | 0.0 | (b) | ||||||||
|
| |||||||||||
Entertainment | ||||||||||||
LiveXLive Media Inc.(a) | 1 | 3 | 0.0 | (b) | ||||||||
|
| |||||||||||
Equity Real Estate Investment Trusts (REITs) | ||||||||||||
Lexington Realty Trust | 2 | 21 | 0.1 | |||||||||
New Senior Investment Group Inc. | 2 | 10 | 0.0 | (b) | ||||||||
|
| |||||||||||
31 | ||||||||||||
|
| |||||||||||
Food & Staples Retailing | ||||||||||||
BJ’s Wholesale Club Holdings Inc.(a) | 1 | 37 | 0.2 | |||||||||
|
|
11 |
Schedule of Investments (unaudited) (continued) December 31, 2020 | iShares® Factors US Small Blend Style ETF |
Shares | Value | % of Basket Value | ||||||||||
Insurance | ||||||||||||
Employers Holdings Inc. | 1 | $ | 32 | 0.2 | ||||||||
Horace Mann Educators Corp. | 3 | 126 | 0.6 | |||||||||
MBIA Inc.(a) | 1 | 7 | 0.0 | (b) | ||||||||
|
| |||||||||||
165 | ||||||||||||
|
| |||||||||||
Metals & Mining | ||||||||||||
Warrior Met Coal Inc. | 102 | 2,175 | 10.3 | |||||||||
|
| |||||||||||
Mortgage Real Estate Investment | ||||||||||||
Invesco Mortgage Capital Inc. | 3 | 10 | 0.0 | (b) | ||||||||
|
| |||||||||||
Multiline Retail | ||||||||||||
Macy’s Inc. | 458 | 5,153 | 24.4 | |||||||||
|
| |||||||||||
Oil, Gas & Consumable Fuels | ||||||||||||
CNX Resources Corp.(a) | 1 | 11 | 0.0 | (b) | ||||||||
Kosmos Energy Ltd. | 53 | 125 | 0.6 | |||||||||
|
| |||||||||||
136 | ||||||||||||
|
|
Shares | Value | % of Basket Value | ||||||||||
Pharmaceuticals | ||||||||||||
Durect Corp.(a) | 2 | $ | 4 | 0.0 | (b) | |||||||
SIGA Technologies Inc.(a) | 1 | 7 | 0.1 | |||||||||
|
| |||||||||||
11 | ||||||||||||
|
| |||||||||||
Thrifts & Mortgage Finance | ||||||||||||
Northfield Bancorp. Inc. | 1 | 12 | 0.1 | |||||||||
|
| |||||||||||
Trading Companies & Distributors | ||||||||||||
NOW Inc.(a) | 1 | 7 | 0.0 | (b) | ||||||||
|
| |||||||||||
Total Reference Entity — Long | 21,161 | |||||||||||
|
| |||||||||||
Net Value of Reference Entity — JPMorgan Securities PLC |
| $ | 21,161 | |||||||||
|
|
(a) | Non-income producing security. |
(b) | Rounds to less than 0.1%. |
Fair Value Measurements
Various inputs are used in determining the fair value of financial instruments. For description of the input levels and information about the Fund’s policy regarding valuation of financial instruments, refer to a recently published shareholder report. Shareholder reports are available on the Fund’s website at iShares.com and on the U.S. Securities and Exchange Commission website at sec.gov.
The following table summarizes the value of the Fund’s investments according to the fair value hierarchy as of December 31, 2020. The breakdown of the Fund’s investments into major categories is disclosed in the Schedule of Investments above.
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Investments | ||||||||||||||||
Assets | ||||||||||||||||
Common Stocks | $ | 6,008,156 | $ | 1,264 | $ | — | $ | 6,009,420 | ||||||||
Money Market Funds | 453,436 | — | — | 453,436 | ||||||||||||
|
|
|
|
|
|
|
| |||||||||
$ | 6,461,592 | $ | 1,264 | $ | — | $ | 6,462,856 | |||||||||
|
|
|
|
|
|
|
| |||||||||
Derivative financial instruments(a) | ||||||||||||||||
Assets | ||||||||||||||||
Swaps | $ | — | $ | 867 | $ | — | $ | 867 | ||||||||
Liabilities | ||||||||||||||||
Swaps | — | (529 | ) | — | (529 | ) | ||||||||||
|
|
|
|
|
|
|
| |||||||||
$ | — | $ | 338 | $ | — | $ | 338 | |||||||||
|
|
|
|
|
|
|
|
(a) | Shown at the unrealized appreciation (depreciation) on the contracts. |
Portfolio Abbreviations - Equity | ||
NVS | Non-Voting Shares |
12 |